Skip to main content
V-Lab

Itafos Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.74% (-1.56%)
Analysis last updated: Saturday, February 14, 2026 at 05:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Itafos Inc S0GARCH
paramt-stat
ω0.50735.93
α0.19625.66
β0.57249.23
γ1-0.2212-0.83
γ20.75361.95
γ3-0.4659-1.65
γ4-0.8481-2.70
γ51.02932.78
γ60.34960.93
γ7-1.5216-4.89
γ81.41224.43
γ9-0.7224-2.71
γ100.43642.68
Estimation Period:
Dec 30, 2009 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts